C000018398 Performance — AST Wellington Management Hedged Equity Portfolio
Data updated: 2023-03-16
C000018398 returned −7.69% over one year to Dec 2022. The annualised 3-year return is +3.33%. The fund beat its Money Market category average: $100 invested three years ago grew to $110, against $99 for the category, and to $92 over one year, against $87. Volatility over the past three years was 13.21% a year. In the 12 months to Dec 2022 the fund took in a net $864.6M, and assets reached $1.54B.
C000018398 Growth of $100
What $100 invested in AST Wellington Management Hedged Equity Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | C000018398 | Category average |
|---|---|---|
| 1 year (Jan 2022 – Dec 2022) | $92 | $87 |
| 3 years (Jan 2020 – Dec 2022) | $110 | $99 |
| Since data start (Jul 2019 – Dec 2022) | $117 | $104 |
C000018398 Trailing Returns
Total returns to Dec 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −7.69% |
| 3 years (annualised) | +3.33% |
C000018398 Annual Returns
Calendar-year total returns of AST Wellington Management Hedged Equity Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 | −7.69% |
| 2021 | +12.06% |
| 2020 | +6.65% |
| 2019 (Jul–Dec) | +5.96% |
C000018398 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −2.6% | −1.7% | +0.6% | −4.4% | +1.2% | −5.2% | +4.0% | −2.8% | −6.0% | +6.1% | +5.5% | −1.8% |
| 2021 | −2.3% | +2.5% | +3.4% | +3.7% | +0.9% | −0.9% | +1.5% | +0.9% | −2.9% | +2.9% | −2.8% | +4.9% |
| 2020 | −0.9% | −4.8% | −9.1% | +5.8% | +2.9% | 0.0% | +3.5% | +2.4% | −1.2% | −1.4% | +7.7% | +2.6% |
| 2019 | — | — | — | — | — | — | +0.7% | −0.6% | +1.3% | +0.5% | +1.8% | +2.2% |
C000018398 Risk
Risk measures from monthly returns over Jan 2020 – Dec 2022.
- 3-year volatility (annualised): 13.21%
- 3-year Sharpe ratio: -0.09 (vs 4.5% risk-free rate)
- Best month: +7.67% (Nov 2020)
- Worst month: −9.12% (Mar 2020)
C000018398 Fund Flows
Monthly money in and out of AST Wellington Management Hedged Equity Portfolio, from SEC Form N-PORT.
- 12-month net flow: $864.6M
- 12-month gross sales (incl. reinvestments): $271.1M
- Sales ÷ redemptions: -0.46×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2022 | $19.6M | −$37.6M | $57.1M |
| Nov 2022 | $79.0M | −$5.3M | $84.4M |
| Oct 2022 | $66.0M | −$76.8M | $142.8M |
| Sep 2022 | $13.6M | −$184.6M | $198.2M |
| Aug 2022 | $19.0M | −$33.6M | $52.6M |
| Jul 2022 | $24.7M | −$6.1M | $30.8M |
| Jun 2022 | $15.7M | −$93.4M | $109.1M |
| May 2022 | $24.0M | −$42.8M | $66.8M |
| Apr 2022 | $550K | −$30.4M | $31.0M |
| Mar 2022 | $4.5M | −$33.6M | $38.1M |
| Feb 2022 | $3.3M | −$22.4M | $25.7M |
| Jan 2022 | $1.0M | −$26.9M | $27.9M |
C000018398 Assets Under Management
Net assets of AST Wellington Management Hedged Equity Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-12-30 | $1.54B |
| 2022-09-30 | $1.37B |
| 2022-06-30 | $1.61B |
| 2022-03-31 | $1.89B |
| 2021-12-31 | $2.04B |
| 2021-09-30 | $2.00B |
| 2021-06-30 | $2.07B |
| 2021-03-31 | $2.04B |
| 2020-12-31 | $2.03B |
| 2020-09-30 | $1.90B |
| 2020-06-30 | $1.83B |
| 2020-03-31 | $1.33B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.